Exact D-optimal designs of experiments for linear multiple regression with heteroscedastic observations

  • Valery P. Kirlitsa Belarusian State University, Niezaliežnasci Avenue, 4, 220030, Minsk, Belarus

Abstract

In article the problem of construction of exact D-optimal designs of experiments for linear multiple regression in a case when variance of errors of observations depend on a point in which is made is investigated. The class functions describing change of variance of heteroscedastic observations is constructed for which exact D-optimal designs coincides with exact D-optimal designs for homoscedastic observations. The saturated D-optimal designs of experiments for linear multiple regression with three factors for heteroscedastic observations are constructed. It is demonstrated that is possible to construct infinite incalculable set of such saturated optimal designs.

Author Biography

Valery P. Kirlitsa, Belarusian State University, Niezaliežnasci Avenue, 4, 220030, Minsk, Belarus

PhD (physics and mathematics), docent; associate professor at the department of mathematical analysis and date analysis, faculty of applied mathematics and computer science

References

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Published
2018-02-14
Keywords: exact D-optimal designs of experiments, linear multiple regression, homoscedastic, heteroscedastic observations, saturated optimal designs
How to Cite
Kirlitsa, V. P. (2018). Exact D-optimal designs of experiments for linear multiple regression with heteroscedastic observations. Journal of the Belarusian State University. Mathematics and Informatics, 3, 53-59. Retrieved from https://journals.bsu.by/index.php/mathematics/article/view/757
Issue
No 3 (2017): Journal of the Belarusian State University. Mathematics and Informatics
Section
Probability Theory and Mathematical Statistics

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